+366.8%
CSCO vs DPZ
+150.4%
+216.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | -0.5% | -1.5% | +0.9% | -0.3% |
| 30D | -10.1% | -4.4% | -5.7% | -9.5% |
| 3M | -11.7% | +7.6% | -19.4% | -13.4% |
| 6M | +40.1% | -16.9% | +57.0% | +44.4% |
| YTD | +43.8% | -18.6% | +62.4% | +48.7% |
| 1Y | +66.6% | -26.7% | +93.3% | +75.8% |
| 3Y | +108.5% | -9.3% | +117.8% | +106.8% |
| 5Y | +114.0% | -31.0% | +145.0% | +121.6% |
| 10Y | +366.8% | +152.4% | +214.5% | +254.9% |
| All | +366.8% | +150.4% | +216.4% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling